+82.0%
LSCC vs GPC
+30.9%
+51.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.4% |
| 7D | +1.3% | +1.2% | +0.1% | +0.7% |
| 30D | -9.7% | +6.0% | -15.6% | -12.6% |
| 3M | -23.7% | +42.6% | -66.3% | -39.7% |
| 6M | +26.5% | +22.8% | +3.7% | +9.4% |
| YTD | +57.5% | +15.5% | +42.1% | +38.9% |
| 1Y | +75.7% | +2.0% | +73.6% | +67.7% |
| 3Y | +19.5% | -1.4% | +20.9% | +10.4% |
| All | +82.0% | +30.9% | +51.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling